{"id":246,"date":"2020-04-26T19:53:17","date_gmt":"2020-04-26T11:53:17","guid":{"rendered":"http:\/\/hk.khscience.cn\/docs\/?p=246"},"modified":"2023-08-18T00:30:03","modified_gmt":"2023-08-17T16:30:03","slug":"sarima-full","status":"publish","type":"post","link":"https:\/\/www.khsci.com\/docs\/index.php\/2020\/04\/26\/sarima-full\/","title":{"rendered":"SARIMA\u5de5\u5177\u7bb1\u4f7f\u7528\u624b\u518c\uff08\u5b8c\u6574\u7248\uff09"},"content":{"rendered":"
\n

SARIMA\u9002\u7528\u4e8e\u5b63\u8282\u6027\u65f6\u95f4\u5e8f\u5217\u6a21\u578b\u7684\u9884\u6d4b\u3002<\/span><\/strong><\/p>\n

\u5173\u4e8e\u8be5\u6a21\u578b\u66f4\u591a\u7684\u63cf\u8ff0\u5728\u8fd9\u91cc<\/a>\u3002<\/span><\/strong><\/p>\n

\u81f4\u529b\u4e8e\u5b9e\u73b0\u4f18\u8d28\u3001\u6613\u7528\u7684\u7a0b\u5e8f\uff0c\u5e2e\u52a9\u7814\u7a76\u4eba\u5458\u5feb\u901f\u5b9e\u73b0\u76ee\u6807<\/span><\/strong><\/p>\n<\/blockquote>\n

\u4e00\u3001\u83b7\u53d6SARIMA\u5de5\u5177\u7bb1\u4f7f\u7528\u624b\u518c\uff08\u5b8c\u6574\u7248\uff09<\/h4>\n

\u83b7\u53d6\u901a\u9053\u4e00\uff08\u6dd8\u5b9d\uff09\uff1a<\/strong>\u70b9\u51fb\u6b64\u5904\u83b7\u53d6\u5b8c\u6574\u7248\u7a0b\u5e8f<\/a><\/p>\n

\u83b7\u53d6\u901a\u9053\u4e8c\uff08\u672c\u9875\u9762\uff09\uff1a<\/strong>\u70b9\u51fb\u4e0b\u9762\u201c\u7acb\u5373\u652f\u4ed8\u201d\u6309\u94ae\uff0c\u4ed8\u6b3e\u540e\u83b7\u53d6\u5b8c\u6574\u7248\u4ee3\u7801\u4e0b\u8f7d\u94fe\u63a5\u548c\u552e\u540e\u8054\u7cfb\u65b9\u5f0f~\u672c\u901a\u9053\u5904\u4e8e\u6d4b\u8bd5\u9636\u6bb5\uff0c\u4f7f\u7528\u8be5\u901a\u9053\u53ef\u4ee5\u989d\u5916\u4f18\u60e0\uff08\u4ec5\u970068\u5143\uff09\u3002\u4ed8\u6b3e\u5b8c\u6210\u540e\u5237\u65b0\u4e00\u4e0b\u672c\u9875\u9762\u5373\u53ef\u770b\u5230\u4e0b\u8f7d\u94fe\u63a5\u3002<\/strong><\/p>\n

\uff08\u6ce8\u610f\u652f\u4ed8\u8df3\u8f6c\u5931\u8d25\u7684\u8bdd\uff0c\u8bf7\u4f7f\u7528\u6d4f\u89c8\u5668\u6253\u5f00\u672c\u9875\u9762\uff09<\/span><\/p>\n

\n\t\t\t\t\u60a8\u9700\u8981\u5148\u652f\u4ed8 68\u5143<\/b> \u624d\u80fd\u67e5\u770b\u6b64\u5904\u5185\u5bb9\uff01\u7acb\u5373\u652f\u4ed8<\/a>\n\t\t\t<\/div><\/p><\/p>\n

\uff08\u6b64\u5916\uff0c\u8fd8\u6709\u5e26\u56fe\u5f62\u754c\u9762\u7684SARIMA\u8f6f\u4ef6\uff0c\u50bb\u74dc\u5f0f\u64cd\u4f5c\uff1a\u56fe\u5f62\u754c\u9762\u7248SARIMA\u8f6f\u4ef6<\/a>\uff09<\/p>\n

\u4e8c\u3001\u4ee3\u7801\u8fd0\u884c\u73af\u5883<\/span><\/strong><\/p>\n

MATLAB2016\u4ee5\u4e0a\u7248\u672c<\/p>\n

\u4e09\u3001\u5de5\u5177\u7bb1\u4ecb\u7ecd<\/strong><\/span><\/p>\n

<\/p>\n

\u6ce8\uff1a\u56fe\u6807\u4ee3\u8868\u8be5m\u6587\u4ef6\u4e3a\u811a\u672c\u6587\u4ef6\uff0c\u53ef\u4ee5\u76f4\u63a5\u8fd0\u884c\uff1b\u56fe\u6807\u4ee3\u8868\u51fd\u6570\u6587\u4ef6\uff0c\u5728\u6ca1\u6709\u8f93\u5165\u53d8\u91cf\u7684\u60c5\u51b5\u4e0b\u65e0\u6cd5\u76f4\u63a5\u8fd0\u884c\u3002\u66f4\u8be6\u7ec6\u7684\u89e3\u91ca\u53ef\u4ee5\u770b\u8fd9\u91cc<\/a>\u3002<\/span><\/p>\n

1.demos\u6587\u4ef6\u5939<\/span><\/strong><\/p>\n

demos\u6587\u4ef6\u5939\u4e2d\u5168\u90e8\u4e3a\u811a\u672c\u6587\u4ef6\uff0c\u5176\u4e2d\u7684\u6587\u4ef6\u4f7f\u7528\u4e86funs\u6587\u4ef6\u5939\u4e2d\u7684\u51fd\u6570\u6587\u4ef6\u5b9e\u73b0\u5404\u79cd\u529f\u80fd\u3002<\/p>\n

1.1.Demo_SARIMA.m<\/strong><\/p>\n

\u00a0 \u00a0 \u00a0 \u00a0 \u8c03\u7528funs\u4e2d\u7684Fun_SARIMA_Forecast\u51fd\u6570\u8fdb\u884c\u591a\u6b65\u9884\u6d4b\u7684\u4f8b\u5b50\uff0c\u6f14\u793a\u4e86Fun_SARIMA_Forecast\u51fd\u6570\u7684\u5e38\u89c4\u7528\u6cd5\u3002<\/p>\n

2.funs\u6587\u4ef6\u5939<\/strong><\/span><\/p>\n

funs\u6587\u4ef6\u5939\u4e2d\u4e3a\u8be5\u5de5\u5177\u7bb1\u76f8\u5173\u7684\u51fd\u6570\u6587\u4ef6\uff0c\u8be5\u6587\u4ef6\u5939\u4e2d\u7684\u6587\u4ef6\u65e0\u6cd5\u76f4\u63a5\u8fd0\u884c\uff0c\u9700\u8981\u5728\u5176\u4ed6\u6587\u4ef6\u6216\u547d\u4ee4\u884c\u7a97\u53e3\u4e2d\u5bf9\u5165\u53e3\u53c2\u6570\u8d4b\u503c\u5e76\u8c03\u7528\u3002<\/p>\n

2.1.creatSARIMA.m<\/strong><\/p>\n

\u00a0 \u00a0 \u00a0 \u00a0 \u6839\u636e\u8f93\u5165\u6761\u4ef6\u521b\u5efaSARIMA\u6a21\u578b\u7684\u51fd\u6570\uff0c\u51fd\u6570\u53c2\u6570\u8bf4\u660e\u5982\u4e0b\uff1a<\/p>\n

<\/p>\n

2.2.Fun_SARIMA_Forecast.m<\/strong><\/p>\n

\u00a0 \u00a0 \u00a0 \u00a0 \u5c01\u88c5\u597d\u7684\u9884\u6d4b\u7a0b\u5e8f\uff0c\u53ef\u4ee5\u901a\u8fc7\u8f93\u5165\u539f\u59cb\u6570\u636e\u3001\u9884\u6d4b\u6b65\u6570\u7b49\u76f4\u63a5\u83b7\u5f97\u9884\u6d4b\u7ed3\u679c\u3002\u975e\u5b63\u8282\u5dee\u5206\u9636\u6570\u81ea\u52a8\u786e\u5b9a\uff0cp\uff0cq\uff0cP\uff0cQ\u81ea\u52a8\u786e\u5b9a\uff0c\u5c06\u4f7f\u7528SARIMA\u8fdb\u884c\u9884\u6d4b\u7684\u8fc7\u7a0b\u4e2d\u7684\u5927\u90e8\u5206\u5de5\u4f5c\u90fd\u56fa\u5316\u4e0b\u6765\u3002\u51fd\u6570\u53c2\u6570\u8bf4\u660e\u5982\u4e0b\uff1a<\/p>\n

<\/p>\n

2.3.SARIMA_Order_Select.m<\/strong><\/p>\n

\u00a0 \u00a0 \u00a0 \u00a0 \u901a\u8fc7AIC\uff0cBIC\u7b49\u51c6\u5219\u66b4\u529b\u9009\u5b9a\u9636\u6570\uff0c\u5e26\u6709\u5dee\u5206\u9879\u3002\u51fd\u6570\u53c2\u6570\u8bf4\u660e\u5982\u4e0b\uff1a<\/p>\n

<\/p>\n

3.scripts\u6587\u4ef6\u5939<\/span><\/strong><\/p>\n

scripts\u6587\u4ef6\u5939\u4e2d\u4e3a\u4e0d\u4f7f\u7528funs\u6587\u4ef6\u5939\u4e2d\u5c01\u88c5\u51fd\u6570\u7684\u811a\u672c\u6587\u4ef6\uff0c\u65b9\u4fbf\u9700\u8981\u5bf9\u4ee3\u7801\u8fdb\u884c\u5927\u9762\u79ef\u81ea\u4e3b\u4fee\u6539\u4e14\u4e0d\u9700\u8981\u5c01\u88c5\u51fd\u6570\u7684\u7528\u6237\u4f7f\u7528\u3002<\/p>\n

3.1.SARIMA_Forecast.m<\/strong><\/span><\/p>\n

\u00a0 \u00a0 \u00a0 \u00a0 \u77e5\u4e4e\u4e13\u680f<\/a>\u4e2d\u7684\u4ee3\u7801\u6587\u4ef6\u3002<\/p>\n

4.install_funs.m<\/strong><\/span><\/p>\n

\u5de5\u5177\u7bb1\u5feb\u901f\u5b89\u88c5\u51fd\u6570\uff0c\u4f7f\u7528\u65b9\u6cd5\u89c1\u7b2c\u56db\u8282\u3002<\/p>\n

5.uninstall_funs.m<\/span><\/strong><\/p>\n

\u5de5\u5177\u7bb1\u5feb\u901f\u5378\u8f7d\u51fd\u6570\uff0c\u4f7f\u7528\u65b9\u6cd5\u89c1\u7b2c\u56db\u8282\u3002<\/p>\n

6.readme.txt<\/span><\/strong><\/p>\n

\u6709\u5173\u8be5\u5de5\u5177\u7bb1\u7684\u4e00\u4e9b\u8bf4\u660e\u3002<\/p>\n

7.\u5de5\u5177\u7bb1\u4ecb\u7ecd.docx<\/span><\/strong><\/p>\n

\u6709\u5173\u8be5\u5de5\u5177\u7bb1\u7684\u4e00\u4e9b\u8bf4\u660e\uff08word\u7248\uff09\u3002<\/p>\n

\u56db\u3001\u5feb\u901f\u5f00\u59cb<\/h4>\n

1.\u4e00\u952e\u5f0f\u5b89\u88c5\u5de5\u5177\u7bb1<\/strong><\/p>\n

\u4f7f\u7528\u524d\u5efa\u8bae\u5148\u6267\u884c\u5b89\u88c5\uff0c\u5b89\u88c5\u65b9\u6cd5\u4e3a\uff1a<\/p>\n

\uff081\uff09\u53f3\u952e\u70b9\u51fb\u201cinstall_funs.m\u201d\uff0c\u518d\u70b9\u8fd0\u884c\u3002<\/p>\n

<\/p>\n

\uff082\uff09\u5f53\u5728\u547d\u4ee4\u884c\u7a97\u53e3\u51fa\u73b0\u4e0b\u56fe\u63d0\u793a\u65f6\u8bf4\u660e\u5b89\u88c5\u5b8c\u6210<\/p>\n

<\/p>\n

2.\u4f7f\u7528\u4f60\u7684\u6570\u636e\u5feb\u901f\u83b7\u53d6\u9884\u6d4b\u7ed3\u679c<\/strong><\/p>\n

\uff081\uff09\u5bfc\u5165\u6570\u636e<\/p>\n

\u6839\u636e\u4f60\u7684\u6587\u4ef6\u7c7b\u578b\u7684\u4e0d\u540c\uff08excel,txt,csv\u7b49\uff09\uff0c\u5c06\u6570\u636e\u5bfc\u5165MATLAB\u7684\u65b9\u6cd5\u6709\u6240\u4e0d\u540c\u3002\u540c\u5b66\u4eec\u53ef\u4ee5\u5148\u53c2\u8003\u8fd9\u4e2a\u6587\u6863<\/a>\u3002\u6216\u8005\u770b\u535a\u4e3b\u9488\u5bf9\u5e38\u7528\u6587\u4ef6\u7684\u5bfc\u5165\u65b9\u6cd5\u7684\u8fd9\u4e2a\u6559\u7a0b<\/a>\u3002<\/p>\n

\u5982\u679c\u4f60\u5df2\u7ecf\u5b9e\u73b0\u4e86\u6570\u636e\u5bfc\u5165\uff0c\u8fd9\u65f6\u5019\u5e94\u8be5\u62e5\u6709\u4e86\u4e00\u4e2a\u4e00\u7ef4\u6570\u636e\u53d8\u91cf\uff0c\u8fd9\u65f6\u5019\u5c31\u53ef\u4ee5\u8c03\u7528\u51fd\u6570\u8fdb\u884c\u9884\u6d4b\u4e86\u3002<\/p>\n

\uff082\uff09\u5b9e\u73b0\u9884\u6d4b<\/p>\n

SARIMA\u9884\u6d4b\u7684\u4e00\u822c\u5b9e\u73b0\u65b9\u6cd5\u5728demos\u6587\u4ef6\u5939\u4e2d\u7684Demo_SARIMA\u6587\u4ef6\u4e2d\u6709\u6240\u5c55\u793a\uff0c\u4ee3\u7801\u5206\u4e3a\u5bfc\u5165\u6570\u636e\u548c\u8c03\u7528\u51fd\u6570\u4e24\u6b65\u3002\u7528\u6237\u53ea\u9700\u8981\u5c06\u5bfc\u5165\u6570\u636e\u90e8\u5206\u6362\u6210\u81ea\u5df1\u7684\u5bfc\u5165\u7a0b\u5e8f\uff0c\u518d\u8bbe\u7f6e\u597d\u8c03\u7528\u51fd\u6570\u7684\u5165\u53e3\u53c2\u6570\u5373\u53ef\u3002<\/p>\n

3.\u5378\u8f7d\u5de5\u5177\u7bb1<\/strong><\/p>\n

\u8fd9\u6b65\u901a\u5e38\u662f\u4e0d\u9700\u8981\u7684\uff0c\u5982\u679c\u4e00\u5b9a\u8981\u5378\u8f7d\uff08\u4eceMATLAB\u8def\u5f84\u4e2d\u53bb\u9664\uff09\u8be5\u5de5\u5177\u7bb1\uff0c\u5219\u53f3\u952euninstall_funs.m\u8fd0\u884c\u5373\u53ef\u3002<\/p>\n

\u4e94\u3001\u91cd\u8981\u66f4\u65b0<\/h4>\n

20230311 \uff08\u91cd\u8981<\/strong>\uff09\u73b0\u5728\u652f\u6301MATLAB2022\u4e86\uff0c\u53ef\u4ee5\u7ed8\u5236\u5dee\u5206\u540e\u6570\u636e\u4e86\u3002<\/p>\n

20211109 \u73b0\u5728\u652f\u6301MATLAB2021\u4e86<\/p>\n

20200823 \u4fee\u590d\u4e86SAR\u548cSMA\u7684\u9636\u6570\u5927\u4e8e1\u65f6SARIMA\u6a21\u578b\u521b\u5efa\u5b58\u5728\u7684bug<\/p>\n

20200805 \u89e3\u51b3\u4e86\u5c0f\u6982\u7387\u51fa\u73b0\u7684\u9891\u7e41\u5f39\u7a97\u62a5\u9519\u7684bug<\/p>\n

20200403 \u4ee3\u7801\u521d\u59cb\u7248\u672c<\/p>\n

 <\/p>\n

 <\/p>\n

 <\/p>\n

 <\/p>\n","protected":false},"excerpt":{"rendered":"

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